| Publication | Date of Publication | Type |
|---|
End-to-end risk budgeting portfolio optimization with neural networks
Annals of Operations Research | 2024-08-19 | Paper |
Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks
European Journal of Operational Research | 2022-03-11 | Paper |
A semiparametric graphical modelling approach for large-scale equity selection
Quantitative Finance | 2021-07-16 | Paper |
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Quantitative Finance | 2020-12-07 | Paper |
Performance enhancements for defined benefit pension plans
International Series in Operations Research & Management Science | 2019-01-25 | Paper |
Trend-following hedge funds and multi-period asset allocation
Quantitative Finance | 2019-01-14 | Paper |
Dynamic allocations for currency futures under switching regimes signals
European Journal of Operational Research | 2016-10-07 | Paper |
Optimal savings management for individuals with defined contribution pension plans
European Journal of Operational Research | 2016-10-06 | Paper |
Dynamic asset allocation for varied financial markets under regime switching framework
European Journal of Operational Research | 2015-02-03 | Paper |
| Longevity risk management for individual investors | 2014-05-19 | Paper |
Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators
International Series in Operations Research & Management Science | 2011-05-31 | Paper |
An Enterprise Risk Management Model for Supply Chains
Springer Optimization and Its Applications | 2009-10-27 | Paper |
| scientific article; zbMATH DE number 5589681 (Why is no real title available?) | 2009-08-03 | Paper |
Improving performance for long-term investors: wide diversification, leverage, and overlay strategies
Quantitative Finance | 2007-07-23 | Paper |
| scientific article; zbMATH DE number 5007565 (Why is no real title available?) | 2006-02-20 | Paper |
| scientific article; zbMATH DE number 2065133 (Why is no real title available?) | 2004-05-18 | Paper |
Financial planning via multi-stage stochastic optimization.
Computers & Operations Research | 2004-02-14 | Paper |
Introduction to financial optimization: Mathematical programming special issue
Mathematical Programming. Series A. Series B | 2001-10-10 | Paper |
Stratified filtered sampling in stochastic optimization
Journal of Applied Mathematics and Decision Sciences | 2000-06-21 | Paper |
| scientific article; zbMATH DE number 1304963 (Why is no real title available?) | 2000-02-09 | Paper |
Parameter estimation in stochastic scenario generation systems
European Journal of Operational Research | 1999-11-08 | Paper |
| scientific article; zbMATH DE number 1301846 (Why is no real title available?) | 1999-10-05 | Paper |
| scientific article; zbMATH DE number 1304951 (Why is no real title available?) | 1999-06-17 | Paper |
Linking strategic and tactical planning systems for asset and liability management
Annals of Operations Research | 1999-05-27 | Paper |
Strategic financial risk management and operations research
European Journal of Operational Research | 1999-04-27 | Paper |
| scientific article; zbMATH DE number 1260461 (Why is no real title available?) | 1999-03-10 | Paper |
| scientific article; zbMATH DE number 1206119 (Why is no real title available?) | 1998-10-14 | Paper |
Solving long-term financial planning problems via global optimization
Journal of Economic Dynamics and Control | 1998-07-22 | Paper |
Making a Case for Robust Optimization Models
Management Science | 1998-06-22 | Paper |
| scientific article; zbMATH DE number 1304939 (Why is no real title available?) | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 1054948 (Why is no real title available?) | 1997-10-27 | Paper |
| scientific article; zbMATH DE number 970030 (Why is no real title available?) | 1997-03-11 | Paper |
| scientific article; zbMATH DE number 433034 (Why is no real title available?) | 1996-01-30 | Paper |
A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
Operations Research | 1996-01-16 | Paper |
An Extension of the DQA Algorithm to Convex Stochastic Programs
SIAM Journal on Optimization | 1996-01-14 | Paper |
Robust Optimization of Large-Scale Systems
Operations Research | 1995-09-25 | Paper |
Capturing the Correlations of Fixed-income Instruments
Management Science | 1995-05-28 | Paper |
| scientific article; zbMATH DE number 679855 (Why is no real title available?) | 1995-05-01 | Paper |
Higher-Order Predictor-Corrector Interior Point Methods with Application to Quadratic Objectives
SIAM Journal on Optimization | 1994-02-24 | Paper |
Separable Quadratic Programming via a Primal-Dual Interior Point Method and its Use in a Sequential Procedure
ORSA Journal on Computing | 1993-10-12 | Paper |
Stochastic Network Programming for Financial Planning Problems
Management Science | 1993-04-01 | Paper |
A diagonal quadratic approximation method for large scale linear programs
Operations Research Letters | 1993-01-16 | Paper |
Formulating Two-Stage Stochastic Programs for Interior Point Methods
Operations Research | 1992-06-28 | Paper |
Solving multistage stochastic networks: An application of scenario aggregation
Networks | 1992-06-27 | Paper |
Simplicial Decomposition for Convex Generalized Networks
Journal of Information and Optimization Sciences | 1992-06-25 | Paper |
Applying the progressive hedging algorithm to stochastic generalized networks
Annals of Operations Research | 1991-01-01 | Paper |
Stochastic network optimization models for investment planning
Annals of Operations Research | 1989-01-01 | Paper |
OR Practice—Large-Scale Nonlinear Network Models and Their Application
Operations Research | 1989-01-01 | Paper |
A distributed algorithm for convex network optimization problems
Parallel Computing | 1988-01-01 | Paper |
Vectorization and multitasking of nonlinear network programming algorithms
Mathematical Programming. Series A. Series B | 1988-01-01 | Paper |
Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP
Operations Research | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3989075 (Why is no real title available?) | 1986-01-01 | Paper |
Solving Large Scale Generalized Networks
Journal of Information and Optimization Sciences | 1985-01-01 | Paper |
Solving capacitated clustering problems
European Journal of Operational Research | 1984-01-01 | Paper |
Multivariate Stratified Sampling by Optimization
Management Science | 1983-01-01 | Paper |
A classroom/time assignment model
European Journal of Operational Research | 1982-01-01 | Paper |
Network Relaxations and Lower Bounds for Multiple Choice Problems
INFOR: Information Systems and Operational Research | 1982-01-01 | Paper |
Technical Note—Equivalence of the 0-1 Integer Programming Problem to Discrete Generalized and Pure Networks
Operations Research | 1980-01-01 | Paper |
| scientific article; zbMATH DE number 3677600 (Why is no real title available?) | 1980-01-01 | Paper |
Cluster Analysis: An Application of Lagrangian Relaxation
Management Science | 1979-01-01 | Paper |
An evaluation of mathematical programming and minicomputers
European Journal of Operational Research | 1979-01-01 | Paper |
Reporting computational experiments in mathematical programming
Mathematical Programming | 1978-01-01 | Paper |
Pivot Strategies for Primal-Simplex Network Codes
Journal of the ACM | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3659278 (Why is no real title available?) | 1978-01-01 | Paper |
Testing of a large-scale network optimization program
Mathematical Programming | 1978-01-01 | Paper |
A critical review of comparisons of mathematical programming algorithms and software (1953-1977)
Journal of Research of the National Bureau of Standards | 1978-01-01 | Paper |
